Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge)
Today’s Change (Jan 19, 2026)
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About
An all‑weather “Dragon” that balances offense and defense. It rotates among stocks, bonds, gold, commodities, the US dollar, and volatility hedges using simple trend/heat/stress checks, and can use leveraged or inverse ETFs to adapt to each market regime.
How it worksYour money is split into 5 parts: 1) “Insurance” buys VIX-based funds when stocks look overheated; otherwise holds gold/cash or buys the dip. 2) Trend sleeve owns the 2 strongest assets among stocks/bonds/dollar/gold/commodities. 3) Fiat-alts picks the single winner (gold/commodities/dollar/cash). 4) Growth sleeve dials stock exposure up (can use 3x funds) or down (defensives/shorts) using trend and stress checks. 5) Rates sleeve trades Treasuries long/short by trend.
Notes: RSI = short-term hot/cold score; moving average = trend line; drawdown = recent drop; volatility = choppiness. Key funds used: TQQQ/UPRO/TECL/SOXL (3x stocks), SQQQ/SDS (short stocks), TMF/TMV (3x bonds), GLD (gold), DBC (commodities), UUP/USDU (US dollar), UVXY/VIXM (VIX).
Value propDragon strategy outperforms the S&P 500 with stronger risk-adjusted growth. In out-of-sample testing: ~27.8% annualized return vs ~22.4% for SPY; Sharpe ~1.72 vs ~1.41; max drawdown ~13.7% vs ~18.8%; Calmar ~2.03. Higher upside, better downside control.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.29 | 0.44 | 0.3 | 0.55 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 362.46% | 13.64% | 2.19% | 5.01% | 0.83 | |
| 6,265.83% | 41.46% | 1.95% | 3.32% | 2.55 |
Initial Investment
$10,000.00
Final Value
$636,582.59Regulatory Fees
$1,709.23
Total Slippage
$10,362.06
Invest in this strategy
OOS Start Date
Apr 9, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
All-weather, tactical allocation, trend-following, volatility-hedged, risk-parity, leveraged etfs, long volatility, commodities, bonds, us equities
Tickers in this symphonyThis symphony trades 42 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks